Finite element approximation of the linear stochastic wave equation with additive noise
a priori error estimateadditive noisefinite element methodnumerical examplesstabilitystochastic wave equationsstrong convergenceWiener process
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
- Semidiscrete finite element approximation of stochastic non-selfadjoint wave equation
- Finite element method for a strongly damped stochastic wave equation driven by space-time noise
- Finite element and difference approximation of some linear stochastic partial differential equations
- Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
- Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
- Finite element approximations of a class of nonlinear stochastic wave equations with multiplicative noise
- Newton's method for nonlinear stochastic wave equations
- A stochastic telegraph equation from the six-vertex model
- A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations
- Leap-frog method for stochastic functional wave equations
- Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions
- Efficient stochastic Galerkin methods for Maxwell's equations with random inputs
- A Milstein scheme for SPDEs
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
- Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
- Existence and convergence of Galerkin approximation for second order hyperbolic equations with memory term
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise
- Full-discrete finite element method for stochastic hyperbolic equation
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- A posteriori analysis of finite element discretizations of stochastic partial differential delay equations
- An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise
- Finite element method for a strongly damped stochastic wave equation driven by space-time noise
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise
- Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise
- A trigonometric method for the linear stochastic wave equation
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
- A local discontinuous Galerkin method for nonlinear parabolic SPDEs
- Approximating Stochastic Evolution Equations with Additive White and Rough Noises
- Strong convergence of a Verlet integrator for the semilinear stochastic wave equation
- Energy estimates and model order reduction for stochastic bilinear systems
- Analysis and application of single level, multi-level Monte Carlo and quasi-Monte Carlo finite element methods for time-dependent Maxwell's equations with random inputs
- Nonlinear stochastic evolution equations of second order with damping
- Spatial approximation of stochastic convolutions
- Semidiscrete finite element approximation of stochastic non-selfadjoint wave equation
- Spectral Element Methods for Stochastic Differential Equations with Additive Noise
- A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
- Error estimates of finite element method for semilinear stochastic strongly damped wave equation
- Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise
- Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
- Discontinuous Galerkin for the wave equation: a simplified a priori error analysis
- Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise
- Approximation of SPDE covariance operators by finite elements: a semigroup approach
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Temporal approximation of stochastic evolution equations with irregular nonlinearities
- Strong convergence rate of an exponentially integrable scheme for stochastic nonlinear wave equation
- Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
- Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data
- Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
- Non-parametric estimation for the stochastic wave equation
- Optimal order space-time discretization methods for the nonlinear stochastic elastic wave equations with multiplicative noise
- Parameter estimation in hyperbolic linear SPDEs from multiple measurements
- Pathwise uniform convergence of time discretization schemes for SPDEs
- Numerical approximation of the invariant distribution for a class of stochastic damped wave equations
- Strong convergence rates of Galerkin finite element methods for SWEs with cubic polynomial nonlinearity
- Fully discrete finite element methods for nonlinear stochastic elastic wave equations with multiplicative noise
- Regularity and strong convergence of numerical approximations for stochastic wave equations with multiplicative fractional Brownian motions
- Weak approximation of the stochastic wave equation
- An oscillation-free discontinuous Galerkin method for a nonlinear stochastic convection-dominated diffusion problem and its error analysis
- Finite element approximations of stochastic linear Schrödinger equation driven by additive Wiener noise
- Mixed finite element methods for the nonlinear stochastic elastodynamics equations with multiplicative noise
- Mittag-Leffler Euler method for solving stochastic subdiffusion eqaution driven by multiplicative noise
- Well-posedness and error analysis for semilinear stochastic fractional diffusion-wave equations with multiplicative noise
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
- A new type of singular perturbation approximation for stochastic bilinear systems
- Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise
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